The continuous-time hidden Markov model based on discretization. Properties of estimators and applications

DOI10.1007/s11203-023-09292-0MaRDI QIDQ6190222

Mari Carmen Segovia-García, María Luz Gámiz, Nikolaos Limnios

Publication date: 6 February 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertieshidden Markov modelPoisson processmaximun-likelihood estimation

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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